Dear Rosa, please be more specific. Statistical tests for which hypothesis?
For example, some tests can be made robust using Heteroskedasticity- *and Autocorrelation-* Consistent (HAC) covariance matrices in package 'sandwich': see - waldtest{lmtest} for a redundant variables test much like anova(). - linear.hypothesis{car} for general linear hypothesis testing in linear regression models. Besides, I'm very ignorant about VIF but I remember there being an article in R-News some years ago, see http://cran.r-project.org/doc/Rnews/Rnews_2003-1.pdf. I hope it helps. Giovanni ## original message was: ## ------------------------------ Message: 21 Date: Sat, 08 Sep 2007 19:25:07 +0100 From: Rosa Trancoso <[EMAIL PROTECTED]> Subject: [R] statistical tests under serial dependence To: r-help@stat.math.ethz.ch Message-ID: <[EMAIL PROTECTED]> Content-Type: text/plain; charset=ISO-8859-1; format=flowed Hello! I would like to know if there are already programmed statistical tests for data under serial dependence, for example, considering the variance inflation factor? Thank you very much Best regards Rosa ############################ Giovanni Millo Research Dept., Assicurazioni Generali SpA Via Machiavelli 4, 34131 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni ...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.